Course Catalog - 2019-2020

     

STAT 542 - SIMULATION

Long Title: SIMULATION
Department: Statistics
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 3
Restrictions:
Must be enrolled in one of the following Level(s):
Graduate
Prerequisite(s): STAT 519 AND (STAT 615 OR STAT 410)
Description: Topics in stochastic simulation including; random number generators; Monte Carlo methods, resampling methods, Markov Chain Monte Carlo, importance sampling and simulation based estimation for stochastic processes.